An al-Qaeda plan to dispatch an underwear bomber from the war-torn nation to destroy a U.S.-bound plane was foiled by Saudi intelligence and the CIA, reportedly because the designated bomber was actually a double agent providing information to the U.S. Al-Qaeda in the Arabian Peninsula--the Yemen-based wing of the terrorist outfit--was behind a similar attempt in 2009, when a terrorist trained on Yemeni soil almost set off a device smuggled in his underwear aboard a Northwest flight to Detroit. In recent months, the U.S. has stepped up its campaign of missile strikes on...